TINY Options History — September 2015

In September 2015, TINY traded between $2.10 and $2.51. ATM implied volatility averaged 59.8%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 28.1% (HV 20d: 31.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.39.

Notable Days

2015-09-17: Highest Volume — 297 contracts
2015-09-17: Largest IV spike — 49.3% change
2015-09-30: Highest IV Rank — 52.3%
2015-09-30: Largest Expected Move — 25.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.38	$2.10	$2.51	$2.45	$2.12
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	59.8%	47.8%	89.2%	62.9%	89.2%
Expected Move	16.8%	13.7%	25.6%	18.0%	25.6%
HV 20d	31.7%	22.5%	40.2%	38.7%	40.2%
HV 60d	35.8%	34.5%	38.9%	35.1%	38.9%
IV Rank	23.2%	11.4%	52.3%	26.4%	52.3%
IV Percentile	46.3%	10.7%	94.4%	64.7%	94.4%
Term Structure	-6.0%	-26.6%	2.6%	-6.5%	-26.6%
VWIV	62.7%	62.3%	63.1%	63.1%	62.3%
Bid-Ask Spread %	64.19	22.53	80.29	67.25	28.68
Gamma HHI	0.87	0.60	0.95	0.92	0.83
Net GEX	2.2K	994	3.8K	3.0K	994
Net DEX	-23.1K	-43.3K	25.8K	-27.0K	-16.3K
Net VEX	-399	-470	-328	-470	-328
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.17	0.57	0.56	0.57
Total Volume	184.619	0	297	264	77
Total OI	4,126.905	2,576	5,167	5,079	2,596

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2015-09-01	$2.45	$2.50	62.9%	18.0%	38.7%	26.4%	63.1%	0.0%	-6.5%	3.0K	-27.0K	-470	0.56	67.25	N/A	N/A	169	95	4,605	474
2015-09-02	$2.43	$2.50	61.9%	17.7%	38.8%	25.3%	62.3%	0.0%	-11.4%	2.9K	-26.2K	-463	0.56	67.76	N/A	N/A	169	95	4,605	474
2015-09-03	$2.44	$0.00	63.9%	15.8%	38.8%	27.3%	0.0%	0.0%	-5.7%	2.9K	-27.4K	-455	0.56	65.66	N/A	N/A	169	95	4,605	474
2015-09-04	$2.45	$0.00	69.4%	16.0%	38.4%	32.7%	0.0%	0.0%	-3.8%	3.0K	-29.2K	-448	0.56	65.66	N/A	N/A	169	95	4,605	474
2015-09-08	$2.48	$0.00	60.8%	16.8%	38.2%	24.2%	0.0%	0.0%	-8.1%	3.7K	-25.6K	-433	0.00	65.66	N/A	N/A	0	0	4,605	474
2015-09-09	$2.51	$0.00	55.1%	15.8%	23.1%	18.6%	0.0%	0.0%	2.6%	3.2K	-38.3K	-438	0.56	77.43	N/A	N/A	169	95	4,605	462
2015-09-10	$2.51	$0.00	55.9%	16.0%	22.7%	19.4%	0.0%	0.0%	-0.4%	3.4K	-39.0K	-430	0.56	76.96	N/A	N/A	169	95	4,605	462
2015-09-11	$2.50	$0.00	56.9%	16.3%	22.5%	20.4%	0.0%	0.0%	-5.8%	3.8K	-35.9K	-415	0.40	77.43	N/A	N/A	169	68	4,605	462
2015-09-14	$2.35	$0.00	49.9%	14.3%	30.6%	13.5%	0.0%	0.0%	1.0%	3.0K	-3.9K	-376	0.40	59.85	N/A	N/A	169	68	4,605	462
2015-09-15	$2.37	$0.00	47.8%	13.7%	30.9%	11.4%	0.0%	0.0%	2.2%	3.0K	-5.7K	-378	0.00	80.29	N/A	N/A	0	0	4,605	462
2015-09-16	$2.38	$0.00	48.6%	13.9%	28.1%	12.3%	0.0%	0.0%	0.5%	3.0K	-9.1K	-364	0.40	80.29	N/A	N/A	169	68	4,605	462
2015-09-17	$2.38	$0.00	72.6%	20.8%	28.0%	35.9%	0.0%	0.0%	-13.1%	1.1K	25.8K	-359	0.30	72.30	N/A	N/A	229	68	4,605	462
2015-09-18	$2.36	$0.00	57.0%	16.3%	28.0%	20.5%	0.0%	0.0%	-7.1%	1.2K	25.4K	-398	0.30	64.46	N/A	N/A	229	68	4,705	462
2015-09-21	$2.40	$0.00	60.5%	17.3%	28.7%	23.9%	0.0%	0.0%	-9.0%	1.3K	-43.3K	-394	0.17	59.79	N/A	N/A	119	20	2,385	191
2015-09-22	$2.36	$0.00	57.5%	16.5%	29.1%	21.0%	0.0%	0.0%	-6.0%	1.3K	-39.5K	-385	0.17	59.29	N/A	N/A	119	20	2,385	192
2015-09-23	$2.34	$0.00	49.9%	14.3%	28.5%	13.5%	0.0%	0.0%	0.6%	1.2K	-39.2K	-379	0.17	70.95	N/A	N/A	119	20	2,385	192
2015-09-24	$2.35	$0.00	51.2%	14.7%	28.3%	14.8%	0.0%	0.0%	0.9%	1.2K	-39.3K	-378	0.17	79.29	N/A	N/A	119	20	2,385	192
2015-09-25	$2.38	$0.00	52.7%	15.1%	28.0%	16.2%	0.0%	0.0%	0.0%	1.3K	-40.6K	-381	0.17	79.29	N/A	N/A	119	20	2,385	192
2015-09-28	$2.22	$0.00	60.1%	17.2%	36.3%	23.6%	0.0%	0.0%	-4.3%	1.2K	-28.6K	-352	0.17	27.13	N/A	N/A	119	20	2,385	192
2015-09-29	$2.10	$0.00	71.2%	20.4%	40.0%	34.5%	0.0%	0.0%	-25.5%	1.0K	-22.0K	-348	0.57	22.53	N/A	N/A	49	28	2,385	192
2015-09-30	$2.12	$0.00	89.2%	25.6%	40.2%	52.3%	0.0%	0.0%	-26.6%	994	-16.3K	-328	0.57	28.68	N/A	N/A	49	28	2,395	201